Expansion of a Maximum Likelihood Estimate by Diffusion Powers
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Publication:3740854
DOI10.1137/1129061zbMath0604.62080OpenAlexW1990663784MaRDI QIDQ3740854
Publication date: 1985
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1129061
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)
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